These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

154 related articles for article (PubMed ID: 33265892)

  • 1. Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.
    Lv Q; Han L; Wan Y; Yin L
    Entropy (Basel); 2018 Oct; 20(10):. PubMed ID: 33265892
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks.
    Zeng H; Ahmed AD; Lu R; Dai N
    Heliyon; 2022 Nov; 8(11):e11737. PubMed ID: 36439776
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Performance of technical trading rules: evidence from Southeast Asian stock markets.
    Tharavanij P; Siraprapasiri V; Rajchamaha K
    Springerplus; 2015; 4():552. PubMed ID: 26435898
    [TBL] [Abstract][Full Text] [Related]  

  • 4. The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test.
    Lu X; Liu K; Lai KK; Cui H
    Entropy (Basel); 2021 Sep; 23(9):. PubMed ID: 34573797
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach.
    Tung WL; Quek C
    Expert Syst Appl; 2011 May; 38(5):4668-4688. PubMed ID: 32288336
    [TBL] [Abstract][Full Text] [Related]  

  • 6. A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model.
    Vințe C; Ausloos M; Furtună TF
    Entropy (Basel); 2021 Apr; 23(4):. PubMed ID: 33921771
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Risk and causality Co-movement of Malaysia's stock market with its emerging and OECD trading partners. Evidence from the wavelet approach.
    Wang X; Guo H; Waris M; Din BH
    PLoS One; 2024; 19(1):e0296712. PubMed ID: 38271459
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Trading Imbalance in Chinese Stock Market-A High-Frequency View.
    Lu S; Zhao J; Wang H
    Entropy (Basel); 2020 Aug; 22(8):. PubMed ID: 33286666
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Can Network Linkage Effects Determine Return? Evidence from Chinese Stock Market.
    Qiao H; Xia Y; Li Y
    PLoS One; 2016; 11(6):e0156784. PubMed ID: 27257816
    [TBL] [Abstract][Full Text] [Related]  

  • 10. An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC-GARCH model.
    Pillada N; Rangasamy S
    SN Bus Econ; 2023; 3(2):55. PubMed ID: 36714500
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis.
    Özdemir O
    Financ Innov; 2022; 8(1):12. PubMed ID: 35132369
    [TBL] [Abstract][Full Text] [Related]  

  • 12. The Flow of Information in Trading: An Entropy Approach to Market Regimes.
    Liu A; Chen J; Yang SY; Hawkes AG
    Entropy (Basel); 2020 Sep; 22(9):. PubMed ID: 33286833
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Dynamic correlation network analysis of financial asset returns with network clustering.
    Isogai T
    Appl Netw Sci; 2017; 2(1):8. PubMed ID: 30443563
    [TBL] [Abstract][Full Text] [Related]  

  • 14. COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market.
    Bing T; Ma H
    Econ Anal Policy; 2021 Sep; 71():384-396. PubMed ID: 35719893
    [TBL] [Abstract][Full Text] [Related]  

  • 15. A Framework for Enhancing Stock Investment Performance by Predicting Important Trading Points with Return-Adaptive Piecewise Linear Representation and Batch Attention Multi-Scale Convolutional Recurrent Neural Network.
    Lin Y; Liu B
    Entropy (Basel); 2023 Oct; 25(11):. PubMed ID: 37998192
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Volatility correlation structure, dynamic network and portfolio implications of Chinese stock market.
    He C; Huang K; Liu S; Zhang Z
    Procedia Comput Sci; 2022; 202():122-127. PubMed ID: 36721523
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Spillover of volatility among financial instruments: ASEAN-5 and GCC market study.
    Danila N
    PLoS One; 2023; 18(10):e0292958. PubMed ID: 37856501
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Analysis and evaluation of the entropy indices of a static network structure.
    Cai M; Cui Y; Stanley HE
    Sci Rep; 2017 Aug; 7(1):9340. PubMed ID: 28839268
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Trading network predicts stock price.
    Sun XQ; Shen HW; Cheng XQ
    Sci Rep; 2014 Jan; 4():3711. PubMed ID: 24429767
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Pandemic-induced fear and stock market returns: Evidence from China.
    Su Z; Liu P; Fang T
    Glob Financ J; 2022 Nov; 54():100644. PubMed ID: 38013955
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 8.